Nah pinkies are tricky- if you must feed them (and i wouldnt do it too often- more as a treat though)- just hold off on feeding him for a day- then add a little of his fav greens, chopped finely- roll the pinkie around in it- then try feeding him directly with chopsticks/tweazers or whatever you have.
And dont stress if it wont happen for you- it doesnt happen for everyone mate. Esecially if they are right into greens and insects- and not yet a big adult.